ECBOT 10 Year T-Note Future December 2008
| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
113-060 |
114-080 |
1-020 |
0.9% |
113-050 |
| High |
114-175 |
115-110 |
0-255 |
0.7% |
113-050 |
| Low |
113-010 |
114-060 |
1-050 |
1.0% |
111-125 |
| Close |
114-160 |
115-080 |
0-240 |
0.7% |
111-295 |
| Range |
1-165 |
1-050 |
-0-115 |
-23.7% |
1-245 |
| ATR |
1-193 |
1-183 |
-0-010 |
-2.0% |
0-000 |
| Volume |
472,568 |
588,416 |
115,848 |
24.5% |
2,639,853 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-127 |
117-313 |
115-284 |
|
| R3 |
117-077 |
116-263 |
115-182 |
|
| R2 |
116-027 |
116-027 |
115-148 |
|
| R1 |
115-213 |
115-213 |
115-114 |
115-280 |
| PP |
114-297 |
114-297 |
114-297 |
115-010 |
| S1 |
114-163 |
114-163 |
115-046 |
114-230 |
| S2 |
113-247 |
113-247 |
115-012 |
|
| S3 |
112-197 |
113-113 |
114-298 |
|
| S4 |
111-147 |
112-063 |
114-196 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-145 |
116-145 |
112-286 |
|
| R3 |
115-220 |
114-220 |
112-130 |
|
| R2 |
113-295 |
113-295 |
112-079 |
|
| R1 |
112-295 |
112-295 |
112-027 |
112-172 |
| PP |
112-050 |
112-050 |
112-050 |
111-309 |
| S1 |
111-050 |
111-050 |
111-243 |
110-248 |
| S2 |
110-125 |
110-125 |
111-191 |
|
| S3 |
108-200 |
109-125 |
111-140 |
|
| S4 |
106-275 |
107-200 |
110-304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-110 |
111-125 |
3-305 |
3.4% |
1-141 |
1.3% |
98% |
True |
False |
585,939 |
| 10 |
115-130 |
111-125 |
4-005 |
3.5% |
1-148 |
1.3% |
96% |
False |
False |
644,116 |
| 20 |
118-020 |
111-125 |
6-215 |
5.8% |
1-210 |
1.4% |
58% |
False |
False |
726,806 |
| 40 |
119-115 |
111-125 |
7-310 |
6.9% |
1-152 |
1.3% |
48% |
False |
False |
892,746 |
| 60 |
119-115 |
111-125 |
7-310 |
6.9% |
1-075 |
1.1% |
48% |
False |
False |
608,894 |
| 80 |
119-115 |
111-125 |
7-310 |
6.9% |
1-043 |
1.0% |
48% |
False |
False |
457,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-082 |
|
2.618 |
118-119 |
|
1.618 |
117-069 |
|
1.000 |
116-160 |
|
0.618 |
116-019 |
|
HIGH |
115-110 |
|
0.618 |
114-289 |
|
0.500 |
114-245 |
|
0.382 |
114-201 |
|
LOW |
114-060 |
|
0.618 |
113-151 |
|
1.000 |
113-010 |
|
1.618 |
112-101 |
|
2.618 |
111-051 |
|
4.250 |
109-088 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-028 |
114-210 |
| PP |
114-297 |
114-020 |
| S1 |
114-245 |
113-150 |
|